Summary
We construct a multiple strictly p-stable stochastic integral as a Dunford type integral with respect to a L q-valued vector measure, 1qp≧2.
References
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Krakowiak, W., Szulga, J. On a p-stable multiple integral. II. Probab. Th. Rel. Fields 78, 449–453 (1988). https://doi.org/10.1007/BF00334206
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DOI: https://doi.org/10.1007/BF00334206
Keywords
- Stochastic Process
- Probability Theory
- Statistical Theory
- Vector Measure